+39.9%
CVNA vs UPST
-21.5%
+61.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.0% | -1.0% |
| 7D | +2.4% | -4.5% | +6.9% | +4.4% |
| 30D | +14.6% | -15.3% | +29.9% | +21.9% |
| 3M | -1.5% | -32.4% | +30.9% | +13.9% |
| 6M | -6.3% | -29.5% | +23.2% | +6.1% |
| YTD | -13.5% | -53.3% | +39.8% | +12.6% |
| 1Y | +13.3% | -47.4% | +60.6% | +40.0% |
| 3Y | +1,150.8% | -2.2% | +1,153.0% | +861.9% |
| 5Y | +27.1% | -92.0% | +119.1% | +34.2% |
| All | +39.9% | -21.5% | +61.4% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling